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updated 3 months ago

Natural Gas Storage Valuation by Ameya Deoras

Demos and files from the webinar (energy trading, energy risk, commodities)

Import Analyze Natural Gas Futures Options Historical P...

Natural Gas Storage Valuation: 2. Intrinsic Spread-Optio...

Natural Gas Storage Valuation: 3. Model Calibration and V...

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updated almost 2 years ago

Making Data Analytics for the Mining Industry Simple with MATLAB by David Willingham

Highlights automatically importing assay text data, perform basic statistics & visualization (mining industry, assay, assay data)

Mine Assay Tool

alphavol(X,R,fig)

createFit(z1, c1)

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updated 2 years ago

Mining Economics with MATLAB by David Willingham

Simulates a distribution of Net Present Values of a mine via a forecasting model for Iron Ore Prices (commodities, mining, economics)

FitNPV(NPV)

cashflow(data,NTrials,SYear)

discounting(data,capex,NTrials,sales,discFactorY,salesb)

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updated 4 years ago

Calibration Method for the Schwartz-Smith Model by Moeti Ncube

A Kalman Smoother Expectation Maximization Procedure (kalman smoothing, schwartzsmith model, commodities)

...

Kalman_Smoothing(y,Z,d,T,c,R,a0,P0,H,Q,timevar);

[C,A,W,d,H,Q]=matrices(k,mue,sigmax,sigmae,pxe,lambdae,la...

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